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CHAPTER 4

Properties of Normal Distributions

 A continuous random variable has an infinite number of possible


values that can be represented by an interval on the number line

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent studying


can be any number
between 0 and 24.

The probability distribution of a continuous random variable is


called a continuous probability distribution.
Properties of Normal Distributions

 The most important probability distribution in statistics is the normal


distribution.

Normal curve

A normal distribution is a continuous probability distribution for


a random variable, x. The graph of a normal distribution is called
the normal curve.
Properties of Normal Distributions

 The mean, median, and mode are equal.


 The normal curve is bell-shaped and symmetric about the
mean.
 The total area under the curve is equal to one.
 The normal curve approaches, but never touches the x-axis as
it extends farther and farther away from the mean.
 Between µ − σ and µ + σ (in the center of the curve), the graph
curves downward. The graph curves upward to the left of µ − σ
and to the right of µ + σ. The points at which the curve
changes from curving upward to curving downward are called
the inflection points.
Properties of Normal Distributions

 Inflection points

Total area = 1

x
µ − 3σ µ − 2σ µ−σ µ µ+σ µ + 2σ µ + 3σ

If x is a continuous random variable having a normal distribution


with mean µ and standard deviation σ, you can graph a normal
curve with the equation
1 -(x - µ )2 2σ 2
y = e . e = 2.178 π = 3.14
σ 2π
Means and Standard Deviations
 A normal distribution can have any mean and any positive standard
deviation.
Inflection
The mean gives the points
Inflection location of the line
points of symmetry.

x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: µ = 3.5 Mean: µ = 6


Standard deviation: Standard deviation:
σ ≈ 1.3 σ ≈ 1.9

The standard deviation describes the spread of the data.


Means and Standard Deviations
Example:

1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry of curve


B occurs at x = 9. Curve B has the greater mean.
Curve B is more spread out than curve A, so curve B has the greater standard
deviation.
Interpreting Graphs
 Example: The heights of fully grown magnolia bushes are normally
distributed. The curve represents the distribution. What is the mean height of a
fully grown magnolia bush? Estimate the standard deviation.

The inflection points are one standard


deviation away from the mean.
µ=8 σ ≈ 0.7

x
6 7 8 9 10
Height (in feet)
The heights of the magnolia bushes are normally distributed with
a mean height of about 8 feet and a standard deviation of about
0.7 feet.
The Standard Normal Distribution
 The standard normal distribution is a normal distribution with a mean of 0
and a standard deviation of 1.

The horizontal scale


corresponds to z-scores.

z
−3 −2 −1 0 1 2 3
Any value can be transformed into a z-score by using the formula
Va lu e - Mea n x -µ
z = = .
St a n da r d devia t ion σ
The Standard Normal Distribution
 If each data value of a normally distributed random variable x is
transformed into a z-score, the result will be the standard normal distribution.

The area that falls in the interval under the


nonstandard normal curve (the x-values) is the
same as the area under the standard normal
curve (within the corresponding z-
boundaries).

z
−3 −2 −1 0 1 2 3

After the formula is used to transform an x-value into a z-score, the Standard
Normal Table in Appendix B is used to find the cumulative area under the
curve.
The Standard Normal Table
 Properties of the Standard Normal Distribution
1. The cumulative area is close to 0 for z-scores close to z = −3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.


z
0 1 2 3
z = −3.49
−3 −2 −1
z = 3.49
z=0
Area is 0.5000.
The Standard Normal Table
 Example: Find the cumulative area that corresponds to a z-score of 2.71.
Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and then moving across
the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
The Standard Normal Table
 Example: Find the cumulative area that corresponds to a z-score of −0.25.

Appendix B: Standard Normal Table


z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

−3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003
−3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
−0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207
−0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
−0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding −0.2 in the left hand column, and then moving across the
row to the column under 0.05.
The area to the left of z = −0.25 is 0.4013
Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve
1. Sketch the standard normal curve and shade the appropriate
area under the curve.
2. Find the area by following the directions for each case shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.

2. The area to the left


of z = 1.23 is
0.8907.

1. Use the table to find 0 the 1.23


area for the z-score.
Guidelines for Finding Areas
Finding
 Areas Under the Standard Normal Curve
b. To find the area to the right of z, use the Standard Normal
Table to find the area that corresponds to z. Then subtract
the area from 1.

2. The area to the 3. Subtract to find the area to the


left of z = 1.23 is right of z = 1.23: 1−
0.8907. 0.8907 = 0.1093.

z
0 1.23
1. Use the table to find the
area for the z-score.
Guidelines for Finding Areas

Finding Areas Under the Standard Normal Curve
c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard Normal
Table. Then subtract the smaller area from the larger area.

2. The area to the 4. Subtract to find the area of the


left of z = 1.23 is region between the two z-scores:
0.8907. 0.8907 − 0.2266 = 0.6641.

3. The area to the left of


z = −0.75 is 0.2266.

z
−0.75 0 1.23

1. Use the table to find the area for the z-


score.
Guidelines for Finding Areas
 Example: Find the area under the standard normal curve to the left of z
= −2.33.

Always draw
the curve!

−2.33 0

From the Standard Normal Table, the area is equal to 0.0099.


Guidelines for Finding Areas
 Example: Find the area under the standard normal curve to the right of z =
0.94.

Always draw the


curve!
0.8264
1 − 0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to 0.1736.


Guidelines for Finding Areas
 Example: Find the area under the standard normal curve between z =
−1.98 and z = 1.07.

Always draw
0.8577 the curve!

0.0239 0.8577 − 0.0239 = 0.8338

z
−1.98 0 1.07

From the Standard Normal Table, the area is equal to 0.8338.


Probability and Normal Distributions
 If a random variable, x, is normally distributed, you can find the probability
that x will fall in a given interval by calculating the area under the normal
curve for that interval.

µ = 10
P(x < 15) σ=5

x
µ =10 15
Probability and Normal Distributions
 Normal Distribution Standard Normal Distribution
µ = 10 µ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
µ =10 15 µ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
Probability and Normal Distributions
 Example: The average on a statistics test was 78 with a standard deviation of 8.
If the test scores are normally distributed, find the probability that a student
receives a test score less than 90.

µ = 78 x - µ 90 - 78
σ=8 z = =
σ 8
P(x < 90)
= 1.5

The probability that a student


x receives a test score less than
µ =78 90 90 is 0.9332.
z
µ =0 ?
1.5

P(x < 90) = P(z < 1.5) = 0.9332


 Example: The average on a statistics test was 78 with a standard deviation of 8.
If the test scores are normally distributed, find the probability that a student
receives a test score greater than than 85.

µ = 78 x - µ 85 - 78
z = =
σ 8
σ=8
= 0.875 ≈ 0.88
P(x > 85)

x The probability that a student


µ =78 85 receives a test score greater
z
µ =0 0.88
? than 85 is 0.1894.

P(x > 85) = P(z > 0.88) = 1 − P(z < 0.88) = 1 − 0.8106 = 0.1894
 Example: The average on a statistics test was 78 with a standard deviation of 8.
If the test scores are normally distributed, find the probability that a student
receives a test score between 60 and 80.

x - µ 60 - 78 = -2.25
z1 = =
σ 8
x - µ 80 - 78 = 0.25
z2 = =
P(60 < x < 80) σ 8
µ = 78
σ=8
The probability that a student
x
receives a test score between
60 µ =78 80 60 and 80 is 0.5865.
z
?
−2.25 µ =0 0.25
?

P(60 < x < 80) = P(−2.25 < z < 0.25) = P(z < 0.25) − P(z < −2.25)

= 0.5987 − 0.0122 = 0.5865


Finding z-Scores
Example: Find the z-score that corresponds to a cumulative area of 0.9973.

Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the Standard Normal Table. The
values at the beginning of the corresponding row and at the top of the column give the z-
score.
The z-score is 2.78.


Example: Find the z-score that corresponds to a cumulative area of 0.4170.

Appendix B: Standard Normal Table

z .09 .08 .07 .06 .05 .04 .03 .02 .01


.01 .00

−3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003
−0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

Use the
closest
−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821 area.
−−0.2
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207
−0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
−0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the Standard Normal Table. Use the
value closest to 0.4170.

The z-score is −0.21.


Transforming a z-Score to an x-Score
To transform a standard z-score to a data value, x, in a given

population, use the formula
x = µ + zσ.
Example:
The monthly electric bills in a city are normally distributed with a mean
of $120 and a standard deviation of $16. Find the x-value
corresponding to a z-score of 1.60.

x = µ + zσ
= 120 + 1.60(16)
= 145.6
We can conclude that an electric bill of $145.60 is 1.6 standard
deviations above the mean.
Finding a Specific Data Value
 Example: The weights of bags of chips for a vending machine are normally distributed
with a mean of 1.25 ounces and a standard deviation of 0.1 ounce. Bags that have
weights in the lower 8% are too light and will not work in the machine. What is the
least a bag of chips can weigh and still work in the machine?

P(z < ?) = 0.08


8% P(z < −1.41) = 0.08
z
?
−1.41 0
x = µ + zσ
x = 1.25 + (−1.41)0.1
? 1.25
1.11 = 1.11
The least a bag can weigh and still work in the machine is 1.11 ounces.
Find the following probabilities

 P(Z ≤ 1) = P(Z ≤ 0) + P(0 ≤ Z ≤ 1) = 0.5 + 0.34134 = 0.83134

 P(Z >1) =0.5 - P(0 ≤ Z ≤ 1) = -.5 – 0.34134= 0.1587

 P(Z < -1.5) = P(Z > 1.5) = 0.5 - P(0 ≤ Z ≤ 1.5) = 0.5 – 0.4332= 0.0668

 P(-1.5 ≤ Z ≤ 0.5)= P(Z ≤ 0.5) – P(Z ≤ -1.5) = 0.5 + P (0 ≤ Z ≤ 0.5)-


P(Z ≤ -1.5)=0.5+0.1915-0.0668 =0.6247
Homework

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